ISMF vs. RSST
ISMF (iShares Managed Futures Active ETF) and RSST (Return Stacked U.S. Stocks & Managed Futures ETF) are both exchange-traded funds - ISMF is a Systematic Trend fund actively managed by iShares, while RSST is a Large Cap Blend Equities fund actively managed by Return Stacked. Both are actively managed. Over the past year, ISMF returned 21.23% vs 46.58% for RSST. At a 0.47 correlation, their price movements are largely independent. ISMF charges 0.80%/yr vs 0.99%/yr for RSST.
Performance
ISMF vs. RSST - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ISMF achieves a 6.41% return, which is significantly lower than RSST's 13.30% return.
ISMF
- 1D
- -0.32%
- 1M
- -1.43%
- YTD
- 6.41%
- 6M
- 6.43%
- 1Y
- 21.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RSST
- 1D
- -2.52%
- 1M
- -4.55%
- YTD
- 13.30%
- 6M
- 11.00%
- 1Y
- 46.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISMF vs. RSST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ISMF iShares Managed Futures Active ETF | 6.41% | 11.53% |
RSST Return Stacked U.S. Stocks & Managed Futures ETF | 13.30% | 30.50% |
Correlation
The correlation between ISMF and RSST is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2025 | 0.47 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ISMF vs. RSST — Risk / Return Rank
ISMF
RSST
ISMF vs. RSST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Managed Futures Active ETF (ISMF) and Return Stacked U.S. Stocks & Managed Futures ETF (RSST). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ISMF | RSST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.34 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 5.41 | 4.00 | +1.41 |
| Martin ratioReturn relative to average drawdown | 18.15 | 12.94 | +5.21 |
Loading charts...
Drawdowns
ISMF vs. RSST - Drawdown Comparison
The maximum ISMF drawdown since its inception was -4.23%, smaller than the maximum RSST drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for ISMF and RSST.
Loading charts...
Drawdown Indicators
| ISMF | RSST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.23% | -30.80% | +26.57% |
Max Drawdown (1Y)Largest decline over 1 year | -3.94% | -11.71% | +7.77% |
Current DrawdownCurrent decline from peak | -1.81% | -7.59% | +5.78% |
Average DrawdownAverage peak-to-trough decline | -1.28% | -6.02% | +4.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 3.61% | -2.44% |
Volatility
ISMF vs. RSST - Volatility Comparison
The current volatility for iShares Managed Futures Active ETF (ISMF) is 1.79%, while Return Stacked U.S. Stocks & Managed Futures ETF (RSST) has a volatility of 9.44%. This indicates that ISMF experiences smaller price fluctuations and is considered to be less risky than RSST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ISMF | RSST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.79% | 9.44% | -7.65% |
Volatility (6M)Calculated over the trailing 6-month period | 6.35% | 17.32% | -10.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.97% | 23.60% | -15.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.73% | 24.50% | -16.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.73% | 24.50% | -16.77% |
ISMF vs. RSST - Expense Ratio Comparison
ISMF has a 0.80% expense ratio, which is lower than RSST's 0.99% expense ratio.
Dividends
ISMF vs. RSST - Dividend Comparison
ISMF's dividend yield for the trailing twelve months is around 5.86%, more than RSST's 0.99% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
ISMF iShares Managed Futures Active ETF | 5.86% | 6.23% | 0.00% | 0.00% |
RSST Return Stacked U.S. Stocks & Managed Futures ETF | 0.99% | 1.12% | 0.09% | 0.93% |
Frequently Asked Questions
ISMF and RSST have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RSST has higher volatility (9.44%) compared to ISMF (1.79%). In terms of maximum drawdown, ISMF dropped -4.23% vs RSST's -30.80%.
On 1-year performance, RSST leads with 46.58% vs 21.23% for ISMF. On fees, ISMF is cheaper at 0.80% per year. On volatility, ISMF has been the lower-risk option at 1.79%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, RSST has performed better with a 46.58% return vs 21.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ISMF is cheaper with a 0.80% expense ratio, compared with 0.99% for RSST.
ISMF has the higher dividend yield at 5.86%, compared with 0.99% for RSST.
ISMF is categorized as Systematic Trend, while RSST is Large Cap Blend Equities. They also come from different issuers: iShares and Return Stacked. Their fees differ too: 0.80% for ISMF and 0.99% for RSST.
ISMF currently has the higher Sharpe Ratio (2.69 vs 1.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ISMF and RSST
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer